Stochastic Homogenization for Some Nonlinear Integro-Differential Equations
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Publication:4916385
DOI10.1080/03605302.2012.741176zbMath1262.49032arXiv1101.6052MaRDI QIDQ4916385
Publication date: 22 April 2013
Published in: Communications in Partial Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1101.6052
Lévy processes; homogenization; jump processes; obstacle problem; optimal stochastic control; nonlocal elliptic equations
49N70: Differential games and control
45J05: Integro-ordinary differential equations
93E20: Optimal stochastic control
49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games
47G20: Integro-differential operators
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